Implement ExpertCutsComponent and ExpertLazyComponent

miplearn/components/cuts/expert.py

@@ -0,0 +1,35 @@
+#  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
+#  Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved.
+#  Released under the modified BSD license. See COPYING.md for more details.
+
+import json
+import logging
+from typing import Dict, Any, List
+
+from miplearn.components.cuts.mem import convert_lists_to_tuples
+from miplearn.h5 import H5File
+from miplearn.solvers.abstract import AbstractModel
+
+logger = logging.getLogger(__name__)
+
+
+class ExpertCutsComponent:
+    def fit(
+        self,
+        _: List[str],
+    ) -> None:
+        pass
+
+    def before_mip(
+        self,
+        test_h5: str,
+        model: AbstractModel,
+        stats: Dict[str, Any],
+    ) -> None:
+        with H5File(test_h5, "r") as h5:
+            cuts_str = h5.get_scalar("mip_cuts")
+            assert cuts_str is not None
+            assert isinstance(cuts_str, str)
+            cuts = list(set(convert_lists_to_tuples(json.loads(cuts_str))))
+            model.set_cuts(cuts)
+            stats["Cuts: AOT"] = len(cuts)

miplearn/components/lazy/expert.py

@@ -0,0 +1,36 @@
+#  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
+#  Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved.
+#  Released under the modified BSD license. See COPYING.md for more details.
+
+import json
+import logging
+from typing import Dict, Any, List
+
+from miplearn.components.cuts.mem import convert_lists_to_tuples
+from miplearn.h5 import H5File
+from miplearn.solvers.abstract import AbstractModel
+
+logger = logging.getLogger(__name__)
+
+
+class ExpertLazyComponent:
+    def fit(
+        self,
+        _: List[str],
+    ) -> None:
+        pass
+
+    def before_mip(
+        self,
+        test_h5: str,
+        model: AbstractModel,
+        stats: Dict[str, Any],
+    ) -> None:
+        with H5File(test_h5, "r") as h5:
+            violations_str = h5.get_scalar("mip_lazy")
+            assert violations_str is not None
+            assert isinstance(violations_str, str)
+            violations = list(set(convert_lists_to_tuples(json.loads(violations_str))))
+            logger.info(f"Enforcing {len(violations)} constraints ahead-of-time...")
+            model.lazy_enforce(violations)
+            stats["Lazy Constraints: AOT"] = len(violations)